Handling Exceptions using jQuery and ASP.NET MVC

Using AJAX has become one of the de facto practices in many web based RIAs. The use of jQuery is on the rise in many web applications, especially the ones built using ASP.NET MVC. Making AJAX calls using jQuery is quick and easy. A typical web request can have an expected response or an exception. It is therefore important to catch exceptions when we make any AJAX calls so that we can show some message which makes sense to the user.